-89.4%
SQQQ vs GGLL
+226.0%
-315.3%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.5% | +5.4% | -1.9% |
| 7D | -2.7% | -3.9% | +1.2% | -4.9% |
| 30D | +2.4% | -15.4% | +17.8% | -7.2% |
| 3M | -8.0% | -21.9% | +13.9% | -17.5% |
| 6M | -43.9% | +4.5% | -48.4% | -35.1% |
| YTD | -42.2% | -2.4% | -39.8% | -35.2% |
| 1Y | -51.8% | +57.8% | -109.6% | -20.7% |
| All | -89.4% | +226.0% | -315.3% | -53.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded GGLL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling